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Had a very good day after 10am. Desk was down huge on the number (short a lot of volatility), but even without the rally volatility began getting destroyed. Around 10:30 CST I bought 2k upside SPX calls in a risk reversal (sell put, bot call) hedged up, gamma scalped the deltas all the way up in the afternoon.

Was a good day, event days are always winners for market makers